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Income Portfolio

Last updated Mar 18, 2023
Expense Ratio

Rank 29 of 55

0.08%
0.00%0.94%
Dividend Yield

Rank 20 of 55

2.35%
0.00%4.23%
10Y Annualized Return

Rank 55 of 55

2.54%
2.54%52.85%
Sharpe Ratio

Rank 50 of 55

-0.73
-0.920.64
Maximum Drawdown

Rank 6 of 55

-21.20%
-82.98%-16.15%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in Income Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,665 for a total return of roughly 76.65%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%NovemberDecember2023FebruaryMarch
5.83%
6.47%
Income Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 18, 2023, the Income Portfolio returned 2.79% Year-To-Date and 2.54% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-5.31%2.01%0.39%-10.12%7.32%9.71%
Income Portfolio-0.21%2.79%2.82%-7.24%1.40%2.54%
BND
Vanguard Total Bond Market ETF
1.47%3.10%2.05%-5.27%0.94%1.32%
VTI
Vanguard Total Stock Market ETF
-5.95%2.09%0.28%-9.69%8.45%11.27%
IGOV
iShares International Treasury Bond ETF
0.68%2.25%4.57%-14.52%-4.65%-1.72%
VEA
Vanguard FTSE Developed Markets ETF
-6.42%1.76%8.84%-7.18%1.97%4.59%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Income Portfolio Sharpe ratio is -0.73. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-2.00-1.50-1.00-0.50NovemberDecember2023FebruaryMarch
-0.73
-0.43
Income Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Income Portfolio granted a 2.35% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

2.35%2.11%1.75%1.83%2.38%2.59%2.35%2.52%2.54%2.98%2.97%3.65%

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-14.16%
-18.34%
Income Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Income Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Income Portfolio is 21.20%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.2%Sep 3, 2021285Oct 20, 2022
-10.79%Mar 9, 20209Mar 19, 202049May 29, 202058
-5.77%Feb 10, 200919Mar 9, 200918Apr 2, 200937
-4.59%May 9, 201332Jun 24, 201381Oct 17, 2013113
-4.48%Jan 29, 2018229Dec 24, 201842Feb 26, 2019271
-4.44%Sep 8, 201670Dec 15, 2016104May 17, 2017174
-3.65%Apr 27, 2015186Jan 20, 201640Mar 17, 2016226
-3.5%Oct 31, 201119Nov 25, 201141Jan 26, 201260
-3.46%Nov 5, 201028Dec 15, 201075Apr 4, 2011103
-2.97%Apr 16, 201036Jun 7, 201026Jul 14, 201062

Volatility Chart

Current Income Portfolio volatility is 10.54%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2023FebruaryMarch
6.76%
21.17%
Income Portfolio
Benchmark (^GSPC)
Portfolio components